+366.0%
ATI vs PEGA
+48.1%
+317.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.7% |
| 7D | +3.2% | -2.4% | +5.6% | +3.7% |
| 30D | -9.0% | +9.6% | -18.6% | -10.9% |
| 3M | +15.1% | +2.3% | +12.8% | +13.6% |
| 6M | +38.1% | -23.9% | +62.0% | +45.7% |
| YTD | +80.7% | -39.8% | +120.4% | +100.8% |
| 1Y | +167.5% | -37.4% | +204.9% | +191.3% |
| 3Y | +366.0% | +53.1% | +312.9% | +260.7% |
| All | +366.0% | +48.1% | +317.9% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling